Steven Kou
Boston University
H-index: 32
North America-United States
Top articles of Steven Kou
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Bitcoin mining, electricity consumption, and climate damages | Electricity Consumption, and Climate Damages (March 15, 2023) | Min Dai Steven Kou Shuaijie Qian Ling Qin | 2023/3/15 |
A General Framework for Importance Sampling with Latent Markov Processes | Available at SSRN 4639335 | Cheng-Der Fuh Yanwei Jia Steven Kou | 2023/11/21 |
Does the Prohibition of Trade-Through Hurt Liquidity Demanders? | Operations Research | Ningyuan Chen Pin Gao Steven Kou | 2023/9 |
How does the introduction of hidden orders affect limit order markets? | Available at SSRN 4296683 | Yuanyuan Chen Steven Kou | 2022/12/7 |
Leveraged exchange-traded funds with market closure and frictions | Management Science | Min Dai Steven Kou H Mete Soner Chen Yang | 2023/4 |
Inverse Leverage Effect for Cryptocurrencies and Meme Stocks: A Comprehensive Framework | Available at SSRN 4284817 | Lendie Follett Steven Kou Matthew Stuart Cindy Yu | 2022/11/23 |
Nonconcave utility maximization with portfolio bounds | Management Science | Min Dai Steven Kou Shuaijie Qian Xiangwei Wan | 2022/11 |
An axiomatic theory for anonymized risk sharing | arXiv preprint arXiv:2208.07533 | Zhanyi Jiao Steven Kou Yang Liu Ruodu Wang | 2022/8/16 |
Designing stable coins | Available at SSRN 3856569 | Yizhou Cao Min Dai Steven Kou Lewei Li Chen Yang | 2022/8/7 |
A stochastic representation for nonlocal parabolic PDEs with applications | Mathematics of Operations Research | Min Dai Steven Kou Chen Yang | 2022/8 |
Menuless and Preference-Free Screening Contracts for Fund Managers | Available at SSRN 3856785 | Xue Dong He Sang Hu Steven Kou | 2021/5/30 |
Bitcoin mining and electricity consumption | Journal of Financial Economics | Min Dai Steven Kou Shuaijie Qian Ling Qin | 2021/12/27 |
The wisdom of the crowd and prediction markets | Journal of econometrics | Min Dai Yanwei Jia Steven Kou | 2021/5/1 |
Discussion on “Text Selection” | Journal of Business & Economic Statistics | Xiaofei Xu Ying Chen Steven Kou | 2021/10/2 |
From hotelling to Nakamoto: The economics of Bitcoin mining | Available at SSRN 3780858 | Min Dai Wei Jiang Steven Kou Cong Qin | 2021/2/7 |
FinTech econometrics: Privacy preservation and the wisdom of the crowd | Steven Kou | 2021/8/3 | |
A dynamic mean-variance analysis for log returns | Management Science | Min Dai Hanqing Jin Steven Kou Yuhong Xu | 2021/2 |
Simulating risk measures via asymptotic expansions for relative errors | Mathematical Finance | Wei Jiang Steven Kou | 2021/7 |
Robo-advising: a dynamic mean-variance approach | Digital Finance | Min Dai Hanqing Jin Steven Kou Yuhong Xu | 2021/6 |
Self-consistency, subjective pricing, and a theory of credit rating | Nan Guo | 2020 |
Co-Authors
